[R] r-squared for object timeseries

From: user84 <roland.taber_at_gmx.at>
Date: Mon, 04 Apr 2011 11:35:04 -0500 (CDT)


i am new in this forum.
I hope someone can help me or correct me, if this is the false "subforum" to write this.

I have to choose the "best" arima model from different possibilities of a timeseries. I know the AIC; BIC and similar. But now i would like to check the value called r-squared or adjusted r-squared in a linear model (in german called: Bestimmtheitsma├č). How can i get it in R? The function "summary" is not availiable for the type "timeseries".

If there is a routine or function that gets it, perfect, if not i am able to calculate this value for linear models. Is the equivalent thing for timeseries given, if i simply change the variable y from a linear model by the time?

Thanks for any help!

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Received on Mon 04 Apr 2011 - 16:50:23 GMT

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